You'll probably be looking at a 3-5% improvement once you get over that initial learning curve. Start with Daytona to get a feel for the movements - using the throttle, how much you really need to turn, how force feedback comes through the wheel, etc.
You'll definitely not regret getting a wheel, but I must say that if possible, you might want to hold off and try saving up more money for the T500RS. When you start getting to higher level cars (ESPECIALLY the X1), a wheel with any amount of a force-feedback dead zone will be a pain to control due to a minor issue with centering. If you can't, then by all means, a DFGT or a G-TwentyX will do as well.
Starting at Nurburging, and in a high-powered car like that is just asking for issues. There's no problem with using a car that turns well to get used to the wheel, but you should probably start with something that doesn't run away on the straights either to help you get a feel for the corners. I'd almost suggest using a Cappucino RM or something like that, as it has an insane amount of corner grip for such little HP.